Roasting your own coffee from the raw green beans is not that hard now there are some home roasting resources available in NZ.
First, some background (which will make sense by the end)
When I first started roasting, I had to specially ask the roasters where I used to buy my coffee for some green beans, they would sell me small quantities - 500 g or so and they charged quite a bit for it. That was about 8 years ago. A mate of mine at work (University of Auckland) was also in to coffee, and, to cut a long story short I'd been roasting my own successfully and I weaned him off using Illy pods - developing and roasting a blend for him. He couldn't believe the difference, and started roasting the blend himself. At that stage we were using popcorn makers.
We decided we should try and see if we could get our green beans cheaper and better selection - we found that we could by being nice to one of NZ's biggest coffee importers.... But still there was very little resource in NZ for home roasters like us and we often thought about setting something up. And now the story really starts - he had the resources, and did set up the business. Not only does he sell green beans (lots of different origins), but roasters, espresso machines, grinders - all sorts. And there is a lot of useful information on the website about how to start roasting using simple options like popcorn machines.
Amongst a few other things, I've developed some of the pre-blended mixes that they have available and am involved in cupping (tasting) new beans. I also go to answer questions and drink coffee at their regular Home Roasters Demo days...
So, here's where to go:
Green Bean House http://www.greenbeanhouse.co.nz/, Grant Clendon is the man (he drinks far too much coffee, but don't tell him that I said that).
Click on the menu bars - Home Roasting - Getting Started (I think I've written some of these instructions, sometime...

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Choose your green coffee origins or pick a blend - there's tasting notes for each.
The easiest thing to try is a popcorn maker, if you do - make sure you have a 1200 watt one, lower power ones won't get hot enough and even 1200 W ones struggle in winter when ambient temperatures are low. And they do make smoke. Lots of it, and chaff. Lots of it. You can't do large quantities at a time in a popper - but it will start you off and help you decide if you want to invest in a better roaster.
There's a significant cost saving in roasting your own, but when you're doing it right, you will be amazed by the flavour of true freshly roasted coffee (not immediately after its roasted though, it needs a good 24 hours to rest - if you can resist it).
Its also worth noting that roasting coffee initially smells nothing like you'd expect - as the beans dry and begin to roast the smells are predominantly grassy, hot straw like aromas. It's only towards the end that the caramel and coffee smells begin to develop.
And my final recommendation - go for a medium roast (city to full city, as its known in the USA). At this level, the complexities in the different coffee's are possibly at their best, going darker results in individual flavours reducing and everything beginning to taste the same - just strong and bitter. If you make milk based coffee's rather than have it black, you may enjoy a slightly darker roast as the sweetness of steamed milk softens the bitter flavours.
I shall now prepare for questions....
